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Reports (Research Report) Year : 2013

Gaussian type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions

Abstract

In this paper we obtain Gaussian type lower bounds for the density of solutions to stochastic differential equations (sde's) driven by a fractional Brownian motion with Hurst parameter H. In the one dimensional case with additive noise, our study encompasses all parameters 01/2. We rely on a mix of pathwise methods for stochastic differential equations and stochastic analysis tools.
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Dates and versions

hal-00875378 , version 1 (21-10-2013)

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Mireia Besalú, Arturo Kohatsu-Higa, Samy Tindel. Gaussian type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions. [Research Report] non spécifié. 2013. ⟨hal-00875378⟩
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